Biography
Professor Nielsen's research interests are in Econometric and Statistical theory. In particular, he is interested in:
- the theoretical properties of outlier detection algorithms;
- cohort models such as the age-period-cohort model; and
- the chain ladder method used to forecast future liabilities in general insurance.
Recent Publications
Jun 2023
May 2023
May 2023
A model where the least trimmed squares estimator is maximum likelihood
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico , Soren Johansen , Bent Nielsen
in Journal of the Royal Statistical Society, Series B: Statistical Methodology
Vanessa Berenguer-Rico , Soren Johansen , Bent Nielsen
Mar 2022
Mar 2022
Mar 2021
Modelling Non-Linear Age-Period-Cohort Effects and Covariates, With an Application to English Obesity 2001–2014
in Journal of the Royal Statistical Society, Series A: Statistics in Society
Zoë Fannon , Christiaan Monden , Bent Nielsen
in Journal of the Royal Statistical Society, Series A: Statistics in Society
Zoë Fannon , Christiaan Monden , Bent Nielsen
Dec 2019
Age-period-cohort models
in Oxford Research Encyclopedia of Economics and Finance
Zoë Fannon , Bent Nielsen
in Oxford Research Encyclopedia of Economics and Finance
Zoë Fannon , Bent Nielsen
Dec 2019
Dec 2019
A likelihood approach to Bornhuetter-Ferguson analysis
in Risks
Valandis Elpidorou , Carolin Margraf , María Dolores Martínez-Miranda , Bent Nielsen
in Risks
Valandis Elpidorou , Carolin Margraf , María Dolores Martínez-Miranda , Bent Nielsen
Oct 2019
Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
in Econometrics
Takamitsu Kurita , Bent Nielsen
in Econometrics
Takamitsu Kurita , Bent Nielsen
Feb 2019
Cumulated sum of squares statistics for non-linear and non-stationary regressions
in Econometric Theory
Vanessa Berenguer-Rico , Bent Nielsen
in Econometric Theory
Vanessa Berenguer-Rico , Bent Nielsen
Jan 2019
Asymptotic theory for cointegration analysis when the cointegration rank is deficient
in Econometrics
David Bernstein , Bent Nielsen
in Econometrics
David Bernstein , Bent Nielsen
Sept 2018
Boundedness of M-estimators for multiple linear regression in time series
in Econometric Theory
Soren Johansen , Bent Nielsen
in Econometric Theory
Soren Johansen , Bent Nielsen
Jun 2018
Over-dispersed age-period-cohort models
in Journal of the American Statistical Association
Jonas Harnau , Bent Nielsen
in Journal of the American Statistical Association
Jonas Harnau , Bent Nielsen
Dec 2017
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
Vanessa Berenguer-Rico , Bent Nielsen
Vanessa Berenguer-Rico , Bent Nielsen
Jan 2017
Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Xiyu Jiao , Bent Nielsen
Xiyu Jiao , Bent Nielsen
